Prediksi Laju Inflasi di Jawa Timur Menggunakan Model N-BEATS dan Optimasi Optuna: Prediction of Inflation Rate in East Java Using the N-BEATS Model and Optuna Optimization

Mohammad Nizar Riswanda; Trimono Trimono; Wahyu Syaifullah Jauharis Saputra

doi:10.57152/malcom.v5i3.2141

Authors

Mohammad Nizar Riswanda Universitas Pembangunan Nasional “Veteran” Jawa Timur
Trimono Trimono Universitas Pembangunan Nasional “Veteran” Jawa Timur
Wahyu Syaifullah Jauharis Saputra Universitas Pembangunan Nasional “Veteran” Jawa Timur

DOI:

https://doi.org/10.57152/malcom.v5i3.2141

Keywords:

Inflasi, Jawa Timur, N-BEATS, Optuna, Prediksi

Abstract

Inflasi merupakan indikator penting yang memengaruhi kestabilan dan pertumbuhan ekonomi suatu wilayah. Prediksi inflasi yang akurat sangat dibutuhkan guna mendukung perumusan kebijakan ekonomi yang tepat. Penelitian ini mengusulkan penggunaan model N-BEATS (Neural Basis Expansion Analysis for Time Series) yang dioptimalkan dengan Optuna untuk memprediksi inflasi di Provinsi Jawa Timur. Data yang digunakan berupa deret waktu univariat, yaitu laju inflasi bulanan dari Januari 2005 hingga Desember 2024, yang diperoleh dari Badan Pusat Statistik (BPS). Evaluasi performa model dilakukan menggunakan metrik Mean Absolute Percentage Error (MAPE). Berbeda dengan model tradisional seperti ARIMA dan LSTM, N-BEATS mengandalkan jaringan saraf feedforward dengan arsitektur blok residual yang mampu melakukan rekonstruksi masa lalu (backcast) dan prediksi masa depan (forecast). Optimasi hyperparameter melalui Optuna berhasil meningkatkan akurasi model secara signifikan. Hasil Penelitian menunjukkan bahwa N-BEATS teroptimasi mencapai MAPE sebesar 8,97%, lebih baik dibandingkan N-BEATS dasar (11,05%), ARIMA (16,95%), dan LSTM (12,23%). Temuan ini mengindikasikan bahwa pendekatan N-BEATS dengan Optuna efektif dalam meningkatkan akurasi prediksi inflasi dan dapat menjadi alat bantu penting bagi perencanaan ekonomi di tingkat daerah.

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